COMPUTATION OF THE THEORETICAL AUTOCOVARIANCE FUNCTION FOR VECTOR ARMA PROCESS

[1] ANSLEY C, 1979, BIOMETRIKA, V66

[2] FINITE-SAMPLE PROPERTIES OF ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS [J]. JOURNAL OF ECONOMETRICS, 1980, 13 (02) : 159 - 183

[3] ANSLEY CF, 1979, BIAS ESTIMATES FOREC

[4] Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

[5] CANONICAL ANALYSIS OF MULTIPLE TIME-SERIES [J]. BIOMETRIKA, 1977, 64 (02) : 355 - 365

[6] DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN MULTIPLE AUTOREGRESSIVE SCHEMES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (348) : 928 - 934

[7] Hannan J., 2013, TECH NOTE, V43153

[8] LIKELIHOOD FUNCTION OF STATIONARY MULTIPLE AUTOREGRESSIVE MOVING AVERAGE MODELS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (367) : 652 - 660

[9] JOHNSTON J, 1972, EC METHODS

[10] MacDuffee CC., 1946, THEORY MATRICES

[1] ANSLEY C, 1979, BIOMETRIKA, V66

[2] FINITE-SAMPLE PROPERTIES OF ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS [J]. JOURNAL OF ECONOMETRICS, 1980, 13 (02) : 159 - 183

[3] ANSLEY CF, 1979, BIAS ESTIMATES FOREC

[4] Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

[5] CANONICAL ANALYSIS OF MULTIPLE TIME-SERIES [J]. BIOMETRIKA, 1977, 64 (02) : 355 - 365

[6] DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN MULTIPLE AUTOREGRESSIVE SCHEMES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (348) : 928 - 934

[7] Hannan J., 2013, TECH NOTE, V43153

[8] LIKELIHOOD FUNCTION OF STATIONARY MULTIPLE AUTOREGRESSIVE MOVING AVERAGE MODELS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (367) : 652 - 660

[9] JOHNSTON J, 1972, EC METHODS

[10] MacDuffee CC., 1946, THEORY MATRICES